-42.6%
NKE vs Q
+75.3%
-117.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -0.7% |
| 7D | -0.1% | +6.7% | -6.8% | +0.1% |
| 30D | -7.7% | -10.6% | +2.9% | -7.8% |
| 3M | -10.9% | -14.6% | +3.7% | -11.4% |
| 6M | -31.9% | +12.1% | -43.9% | -33.5% |
| YTD | -38.6% | +51.3% | -89.9% | -39.3% |
| All | -42.6% | +75.3% | -117.9% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded Q wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling